• Title/Summary/Keyword: Estimating functions

Search Result 303, Processing Time 0.026 seconds

The Estimation of The Block Pulse Series by The Lagrange's Second Order Interpolation Polynomial (Lagrange 이차 보간 다항식을 이용한 블록 펄스 급수 추정)

  • Kim, Tai-Hoon;Lee, Hae-Ki
    • The Transactions of the Korean Institute of Electrical Engineers D
    • /
    • v.51 no.6
    • /
    • pp.235-240
    • /
    • 2002
  • This paper presents a new method for estimating the block pulse series coefficients by using the Lagrange's second order interpolation polynomial. Block pulse functions have been used in a variety of fields such as the analysis and controller design of the systems. When the block pulse functions are used, it is necessary to find the more exact value of the block pulse series coefficients. But these coefficients have been estimated by the mean of the adjacent discrete values, and the result is not sufficient when the values are changing extremely. In this paper, the method for improving the accuracy of the block pulse series coefficients by using the Lagrange's second order interpolation polynomial is presented.

Restricted support vector quantile regression without crossing

  • Shim, Joo-Yong;Lee, Jang-Taek
    • Journal of the Korean Data and Information Science Society
    • /
    • v.21 no.6
    • /
    • pp.1319-1325
    • /
    • 2010
  • Quantile regression provides a more complete statistical analysis of the stochastic relationships among random variables. Sometimes quantile functions estimated at different orders can cross each other. We propose a new non-crossing quantile regression method applying support vector median regression to restricted regression quantile, restricted support vector quantile regression. The proposed method provides a satisfying solution to estimating non-crossing quantile functions when multiple quantiles for high dimensional data are needed. We also present the model selection method that employs cross validation techniques for choosing the parameters which aect the performance of the proposed method. One real example and a simulated example are provided to show the usefulness of the proposed method.

A Design of Adaptive Noise Canceller via Walsh Transform (Walsh변환에 의한 적응 잡음제거기의 설계)

  • Ahn, Doo-Soo;Kim, Jong-Boo;Choi, Seung-Wook;Lee, Tae-Pyo
    • Proceedings of the KIEE Conference
    • /
    • 1995.07b
    • /
    • pp.758-760
    • /
    • 1995
  • The purpose of noise cancellation is to estimating signals corrupted by additive noise or interference. In this paper, an adaptive noise canceller is built from a Walsh filter with a new adaptive algorithm. The Walsh filter consists of a Walsh function. Since the Walsh functions are either even or odd functions, the covariance matrix in the tap gain adjustment algorithm can be reduced to a simple form. In this paper, minimization of the mean squre error is accomplished by a proposed adaptive algorithm. The conventional adaptation techniques use a fixed time constant convergence factor by trial and error methods. In this paper, a convergence factor is obtained that is tailored for each adaptive filter coefficient and is updated at each block iteration.

  • PDF

Estimating Suitable Probability Distribution Function for Multimodal Traffic Distribution Function

  • Yoo, Sang-Lok;Jeong, Jae-Yong;Yim, Jeong-Bin
    • Journal of the Korean Society of Marine Environment & Safety
    • /
    • v.21 no.3
    • /
    • pp.253-258
    • /
    • 2015
  • The purpose of this study is to find suitable probability distribution function of complex distribution data like multimodal. Normal distribution is broadly used to assume probability distribution function. However, complex distribution data like multimodal are very hard to be estimated by using normal distribution function only, and there might be errors when other distribution functions including normal distribution function are used. In this study, we experimented to find fit probability distribution function in multimodal area, by using AIS(Automatic Identification System) observation data gathered in Mokpo port for a year of 2013. By using chi-squared statistic, gaussian mixture model(GMM) is the fittest model rather than other distribution functions, such as extreme value, generalized extreme value, logistic, and normal distribution. GMM was found to the fit model regard to multimodal data of maritime traffic flow distribution. Probability density function for collision probability and traffic flow distribution will be calculated much precisely in the future.

Determination of starting values in estimating growth curves by using non-linear least squares (비선형 최소자승법을 이용한 성장곡선 모형의 매개변수 추정시 초기값 설정 방법에 관한 연구)

  • Youm, Se-Kyoung;Hong, Seung-Pyo;Kang, Hoe-Il;Kim, Ji-Soo;Jun, Chi-Hyuck
    • IE interfaces
    • /
    • v.14 no.2
    • /
    • pp.190-197
    • /
    • 2001
  • Growth curves including Logistic and Gompertz functions are widely used in forecasting the market demand. To estimated the parameters of those functions, we use the non-linear least square method. However, it is difficult to set up the starting points for each parameter. If a wrong starting point is selected, the result reveals the local optimum or does not converge to a certain value. The purpose of this paper is to resolve the problem of selecting a starting point. Especially, rescaling the market data using the national economic index make it possible to figure out the range of parameters and to utilize the grid search method. Applications to some real data are also included.

  • PDF

Indirect estimation of the reflection distribution function of the scattering dot patterns on a light guide plate for edge-lit LED backlight applications

  • Jeong, Su-Seong;Jeong, Yong-Woong;Park, Min-Woo;Kim, Su-Jin;Kim, Jae-Hyun;Ko, Jae-Hyeon
    • Journal of Information Display
    • /
    • v.12 no.4
    • /
    • pp.167-171
    • /
    • 2011
  • The angular distribution of the luminance on each optical component of 40-inch light-emitting diode backlight was measured and studied, using the optical-simulation method. Several scattering functions were investigated as the reflection distribution function of the scattering dots printed on the bottom surface of the light guide plate (LGP). It was found that both the diffuse Lambertian and near-specular Gaussian scattering functions were necessary for the successful reproduction of the experimental angular distribution of the luminance. The optimization of the scattering parameters included in these scattering functions led to almost the same luminance distribution as that obtained from the experiment. This approach may be an effective way of indirectly estimating the reflection distribution function of the scattering dots of the LGP, which cannot be made accessible through any other experimental method.

Tail dependence of Bivariate Copulas for Drought Severity and Duration

  • Lee, Tae-Sam;Modarres, Reza;Ouarda, Taha B.M.J.
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2010.05a
    • /
    • pp.571-575
    • /
    • 2010
  • Drought is a natural hazard with different properties that are usually dependent to each other. Therefore, a multivariate model is often used for drought frequency analysis. The Copula based bivariate drought severity and duration frequency analysis is applied in the current study in order to show the effect of tail behavior of drought severity and duration on the selection of a copula function for drought bivariate frequency analysis. Four copula functions, namely Clayton, Gumbel, Frank and Gaussian, were fitted to drought data of four stations in Iran and Canada in different climate regions. The drought data are calculated based on standardized precipitation index time series. The performance of different copula functions is evaluated by estimating drought bivariate return periods in two cases, [$D{\geq}d$ and $S{\geq}s$] and [$D{\geq}d$ or $S{\geq}s$]. The bivariate return period analysis indicates the behavior of the tail of the copula functions on the selection of the best bivariate model for drought analysis.

  • PDF

Application of the Empirical Orthogonal Functions on the GRACE Spherical Harmonic Solutions

  • Eom, Jooyoung;Seo, Ki-Weon
    • Journal of the Korean earth science society
    • /
    • v.39 no.5
    • /
    • pp.473-482
    • /
    • 2018
  • During the period of 2002 to 2017, the Gravity Recovery And Climate Experiment (GRACE) had observed time-varying gravity changes with unprecedented accuracy. The GRACE science data centers provide the monthly gravity solutions after removing the sub-monthly mass fluctuation using geophysical models. However, model misfit makes the solutions to be contaminated by aliasing errors, which exhibits peculiar north-south stripes. Two conventional filters are used to reduce the errors, but signals with similar spatial patterns to the errors are also removed during the filtering procedure. This would be particularly problematic for estimating the ice mass changes in Western Antarctic Ice Sheet (WAIS) and Antarctic Peninsula (AP) due to their similar spatial pattern to the elongated north-south direction. In this study, we introduce an alternative filter to remove aliasing errors using the Empirical Orthogonal Functions (EOF) analysis. EOF can decompose data into different modes, and thus is useful to separate signals from noise. Therefore, the aliasing errors are effectively suppressed through EOF method. In particular, the month-to-month mass changes in WAIS and AP, which have been significantly contaminated by aliasing errors, can be recovered using EOF method.

Numerical and random simulation procedure for preliminary local site characterization and site factor assessing

  • Beneldjouzi, Mohamed;Laouami, Nasser;Slimani, Abdennasser
    • Earthquakes and Structures
    • /
    • v.13 no.1
    • /
    • pp.79-87
    • /
    • 2017
  • Seismic analysis of local site conditions is fundamental for a reliable site seismic hazard assessment. It plays a major role in mitigation of seismic damage potential through the prediction of surface ground motion in terms of amplitude, frequency content and duration. Such analysis requires the determination of the transfer function, which is a simple tool for characterizing a soil profile by estimating its vibration frequencies and its amplification potential. In this study, numerical simulations are carried out and are then combined with a statistical study to allow the characterization of design sites classified by the Algerian Building Seismic Code (RPA99, ver 2003), by average transfer functions. The mean transfer functions are thereafter used to compute RPA99 average site factors. In this regard, coming up seismic fields are simulated based on Power Spectral Density Functions (PSDF) defined at the rock basement. Results are also used to compute average site factor where, actual and synthetic time histories are introduced. In absence of measurement data, it is found that the proposed approach can be used for a better soil characterization.

Free Energy Estimation in Dissipative Particle Dynamics

  • Bang, Subin;Noh, Chanwoo;Jung, YounJoon
    • Proceeding of EDISON Challenge
    • /
    • 2016.03a
    • /
    • pp.37-54
    • /
    • 2016
  • The methods for estimating the change of free energy in dissipative particle dynamics (DPD) are discussed on the basis of fluctuation theorems. Fluctuation theorems are tactics to evaluate free energy changes from non-equilibrium work distributions and have several forms, as proposed by Jarzynski, Crooks, and Bennett. The validity of these methods however, has been shown merely with the molecular dynamics or Langevin dynamics. In this study, the appropriate forms of fluctuation theorems for dissipative particle dynamics, which has similar structure to that of Langevin dynamics, are suggested using Liouville's theorem, and they are proved equivalent to original fluctuation theorems. Work distribution functions, which are probability distribution functions of works exerted on the system within the systematic change, are the basics of fluctuation theorems and their shapes are turned out to be dependent on the phase space trajectory of the change of the system. The reliability of Jarzynski and Crooks methods is highly dependent on the number of simulations to measure works and the shapes of the work distribution functions. Bennett method, however, can evaluate free energy changes even when Jarzynski and Crooks methods fail to do so.

  • PDF